Search Results - subject:"Covariance structure"

GEE Estimation of a Two-Equation Panel Data Model: An Analysis of Wage Dynamics and the Incidence of Profit-Sharing in West Germany

Pannenberg, Markus; Spieß, Martin - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007

We propose a generalized estimating equations approach to the analysis of the mean and the covariance structure of a …

Persistent link: https://www.econbiz.de/10005068845

THE ROLE OF WAGE DIFFERENCES AND INDIVIDUAL LABOUR SUPPLY ON MALE EARNINGS INEQUALITY: EMPIRICAL EVIDENCE FROM SPAIN

Crespo, Laura - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2007

model and we obtain predictions on wage and earnings inequality using a covariance structure framework. En este trabajo se …

Persistent link: https://www.econbiz.de/10005212528

DIE VERTRÄGLICHKEIT KOVARIANZ- UNDVARIANZBASIERTER SCHÄTZVERFAHREN FÜRSTRUKTURGLEICHUNGSMODELLE - Eine Simulationsstudie -

Eberl, Markus; Mitschke-Collande, Daniel - Universität <München> / Fakultät für Betriebswirtschaft - 2006

Lange Zeit stand man in der Marketing- und Sozialforschung vor dem Problem die kausalenZusammenhänge nicht beobachtbarer Variablen – so genannte Konstrukte – modellierenund vor allem erforschen zu können.Zwar gab es die Regressionsanalyse, mit deren Hilfe man den Einfluss mehrerer...

Persistent link: https://www.econbiz.de/10005869366

Formative measurement models in covariance structure analysis: Specification and identification

Hildebrandt, Lutz; Temme, Dirk - 2006

Many researchers seem to be unsure about how to specify formative measurement models in software programs like LISREL or AMOS and to establish identification of the corresponding structural equation model. In order to make identification easier, a new, mainly graphically-oriented approach is...

Persistent link: https://www.econbiz.de/10010263664

Copula structure analysis based on robust and extreme dependence measures

Klüppelberg, Claudia; Kuhn, Gabriel - 2006

In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula....

Persistent link: https://www.econbiz.de/10010266229

On-the-job search, productivity shocks and the individual earnings process

Postel-Vinay, Fabien; Turon, Hélène - 2006

, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the duration of …

Persistent link: https://www.econbiz.de/10010267380

Constrained general regression in pseudo-Sobolev spaces with application to option pricing

Hlávka, Zdeněk; Peésta, Michal - 2006

estimator by implementing a covariance structure taking into account the time of the trade and by considering simultaneously …

Persistent link: https://www.econbiz.de/10010274279

On-the-job Search, Productivity Shocks, and the Individual Earnings Process

Postel-Vinay, Fabien; Turon, Hélène - Centre for Market and Public Organisation (CMPO), … - 2006

, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the duration of … dynamics, such as the covariance structure of earnings, the evolution of individual earnings mean and variance with the …, Individual Shocks, Structural Estimation, Covariance Structure of Earnings. JEL Classification: J41, J31. Acknowledgements …

Persistent link: https://www.econbiz.de/10005077123

Formative Measurement Models in Covariance Structure Analysis: Specification and Identification

Temme, Dirk; Hildebrandt, Lutz - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

SFB 649 Discussion Paper 2006-083 Formative Measurement Models in Covariance Structure … B E R L I N Formative measurement models in covariance structure analysis: Specification and …. Keywords: Formative indicators; Latent variables; Covariance structure analysis; Identification JEL-Codes: C31, C51, C52, M …

Persistent link: https://www.econbiz.de/10005652735

Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing

Hlavka, Zdenek; Pesta, Michal - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

estimator by implementing a covariance structure taking into account the time of the trade and by considering simultaneously … estimator by implementing a covariance structure taking into account the time of the trade and by considering simultaneously …, multiple observations, covariance structure, option price JEL classification: C10, C13, C14, C20, C88, G13 Let Yt(K,T) denote …

Persistent link: https://www.econbiz.de/10005652754